//------------------------------------------------------------------------- public virtual void test_summarize() { IborFutureTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.IBOR_FUTURE).currencies(Currency.USD).description("IborFuture x 35").build(); assertEquals(trade.summarize(), expected); }
public virtual void test_withPrice() { IborFutureTrade @base = sut(); double price = 0.95; IborFutureTrade computed = @base.withPrice(price); IborFutureTrade expected = IborFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(price).build(); assertEquals(computed, expected); }
//------------------------------------------------------------------------- public virtual void test_withQuantity() { IborFutureTrade @base = sut(); double quantity = 65243; IborFutureTrade computed = @base.withQuantity(quantity); IborFutureTrade expected = IborFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(quantity).price(PRICE).build(); assertEquals(computed, expected); }
//------------------------------------------------------------------------- public virtual void test_resolve() { IborFutureTrade test = sut(); ResolvedIborFutureTrade resolved = test.resolve(REF_DATA); assertEquals(resolved.Info, TRADE_INFO); assertEquals(resolved.Product, PRODUCT.resolve(REF_DATA)); assertEquals(resolved.Quantity, QUANTITY); assertEquals(resolved.TradedPrice, TradedPrice.of(TRADE_DATE, PRICE)); }
//------------------------------------------------------------------------- public virtual void test_builder() { IborFutureTrade test = sut(); assertEquals(test.Info, TRADE_INFO); assertEquals(test.Product, PRODUCT); assertEquals(test.Price, PRICE); assertEquals(test.Quantity, QUANTITY); assertEquals(test.withInfo(TRADE_INFO).Info, TRADE_INFO); assertEquals(test.withQuantity(0.9129).Quantity, 0.9129d, 1e-10); assertEquals(test.withPrice(0.9129).Price, 0.9129d, 1e-10); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { IborFutureTrade other = (IborFutureTrade)obj; return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(quantity, other.quantity) && JodaBeanUtils.equal(price, other.price)); } return(false); }
//------------------------------------------------------------------------- public virtual void test_createProduct() { IborFutureSecurity test = sut(); assertEquals(test.createProduct(ReferenceData.empty()), PRODUCT); TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30)); IborFutureTrade expectedTrade = IborFutureTrade.builder().info(tradeInfo).product(PRODUCT).quantity(100).price(0.995).build(); assertEquals(test.createTrade(tradeInfo, 100, 0.995, ReferenceData.empty()), expectedTrade); PositionInfo positionInfo = PositionInfo.empty(); IborFuturePosition expectedPosition1 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).build(); TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1); IborFuturePosition expectedPosition2 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).shortQuantity(50).build(); assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2); }
internal static IborFutureTrade sut2() { return(IborFutureTrade.builder().product(PRODUCT2).quantity(QUANTITY2).price(PRICE2).build()); }
//------------------------------------------------------------------------- internal static IborFutureTrade sut() { return(IborFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(PRICE).build()); }